+22.6%
V vs Q
+75.8%
-53.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +0.6% | +4.0% | -3.4% | +0.7% |
| 30D | +9.7% | -2.3% | +12.1% | +9.8% |
| 3M | +17.3% | -7.9% | +25.2% | +17.3% |
| 6M | +33.2% | -16.0% | +49.2% | +32.3% |
| YTD | +21.3% | +51.7% | -30.4% | +15.6% |
| 1Y | +27.3% | +28.3% | -1.0% | +22.3% |
| All | +22.6% | +75.8% | -53.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling